E-mini S&P 500 Future March 2019

Trading Metrics calculated at close of trading on 12-Dec-2018

Day Change Summary
	Previous	Current
	11-Dec-2018	12-Dec-2018	Change	Change %	Previous Week
Open	2,648.00	2,636.50	-11.50	-0.4%	2,792.00
High	2,682.00	2,690.50	8.50	0.3%	2,819.00
Low	2,625.50	2,636.00	10.50	0.4%	2,625.50
Close	2,645.25	2,656.50	11.25	0.4%	2,640.00
Range	56.50	54.50	-2.00	-3.5%	193.50
ATR	55.89	55.79	-0.10	-0.2%	0.00
Volume	107,308	181,970	74,662	69.6%	175,144

Daily Pivots for day following 12-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	2,824.50	2,795.00	2,686.50
R3	2,770.00	2,740.50	2,671.50
R2	2,715.50	2,715.50	2,666.50
R1	2,686.00	2,686.00	2,661.50	2,700.75
PP	2,661.00	2,661.00	2,661.00	2,668.50
S1	2,631.50	2,631.50	2,651.50	2,646.25
S2	2,606.50	2,606.50	2,646.50
S3	2,552.00	2,577.00	2,641.50
S4	2,497.50	2,522.50	2,626.50

Weekly Pivots for week ending 07-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	3,275.25	3,151.25	2,746.50
R3	3,081.75	2,957.75	2,693.25
R2	2,888.25	2,888.25	2,675.50
R1	2,764.25	2,764.25	2,657.75	2,729.50
PP	2,694.75	2,694.75	2,694.75	2,677.50
S1	2,570.75	2,570.75	2,622.25	2,536.00
S2	2,501.25	2,501.25	2,604.50
S3	2,307.75	2,377.25	2,586.75
S4	2,114.25	2,183.75	2,533.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,718.75	2,586.75	132.00	5.0%	71.25	2.7%	53%	False	False	102,503
10	2,819.00	2,586.75	232.25	8.7%	58.00	2.2%	30%	False	False	57,792
20	2,819.00	2,586.75	232.25	8.7%	54.50	2.1%	30%	False	False	36,794
40	2,831.50	2,586.75	244.75	9.2%	54.75	2.1%	28%	False	False	24,908
60	2,955.50	2,586.75	368.75	13.9%	48.25	1.8%	19%	False	False	19,709
80	2,955.50	2,586.75	368.75	13.9%	41.00	1.5%	19%	False	False	15,139
100	2,955.50	2,586.75	368.75	13.9%	36.75	1.4%	19%	False	False	12,139
120	2,955.50	2,586.75	368.75	13.9%	34.25	1.3%	19%	False	False	10,498

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.40
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2,922.00
2.618	2,833.25
1.618	2,778.75
1.000	2,745.00
0.618	2,724.25
HIGH	2,690.50
0.618	2,669.75
0.500	2,663.25
0.382	2,656.75
LOW	2,636.00
0.618	2,602.25
1.000	2,581.50
1.618	2,547.75
2.618	2,493.25
4.250	2,404.50

Fisher Pivots for day following 12-Dec-2018
Pivot	1 day	3 day
R1	2,663.25	2,650.50
PP	2,661.00	2,644.50
S1	2,658.75	2,638.50

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These figures are updated between 7pm and 10pm EST after a trading day.

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